+36.8%
CTSH vs MP
+240.8%
-204.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.2% | +1.5% |
| 7D | +6.4% | -19.0% | +25.4% | +7.6% |
| 30D | +16.3% | -30.5% | +46.8% | +18.4% |
| 3M | +20.0% | -29.6% | +49.6% | +21.9% |
| 6M | +29.9% | -50.4% | +80.4% | +34.4% |
| YTD | -18.4% | -33.2% | +14.8% | -18.1% |
| 1Y | -8.9% | -38.6% | +29.7% | -8.3% |
| 3Y | +6.0% | +105.5% | -99.5% | -12.4% |
| 5Y | -9.3% | -7.8% | -1.4% | -19.1% |
| All | +36.8% | +240.8% | -204.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling